JP Morgan Put 52 BSX 21.06.2024
/ DE000JL5PN79
JP Morgan Put 52 BSX 21.06.2024/ DE000JL5PN79 /
2024-05-31 11:33:15 AM |
Chg.-0.007 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.010EUR |
-41.18% |
- Bid Size: - |
- Ask Size: - |
BOSTON SCIENTIFIC D... |
52.00 - |
2024-06-21 |
Put |
Master data
WKN: |
JL5PN7 |
Issuer: |
J.P. Morgan Securities Ltd. |
Currency: |
EUR |
Underlying: |
BOSTON SCIENTIFIC DL-,01 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
52.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-06-23 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-69.66 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
1.11 |
Historic volatility: |
0.18 |
Parity: |
-1.77 |
Time value: |
0.10 |
Break-even: |
51.00 |
Moneyness: |
0.75 |
Premium: |
0.27 |
Premium p.a.: |
75.05 |
Spread abs.: |
0.09 |
Spread %: |
900.00% |
Delta: |
-0.10 |
Theta: |
-0.08 |
Omega: |
-7.20 |
Rho: |
0.00 |
Quote data
Open: |
0.010 |
High: |
0.010 |
Low: |
0.010 |
Previous Close: |
0.017 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-56.52% |
1 Month |
|
|
-50.00% |
3 Months |
|
|
-81.13% |
YTD |
|
|
-96.30% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.021 |
0.010 |
1M High / 1M Low: |
0.023 |
0.006 |
6M High / 6M Low: |
0.390 |
0.002 |
High (YTD): |
2024-01-03 |
0.280 |
Low (YTD): |
2024-04-24 |
0.002 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.016 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.014 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.115 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
466.96% |
Volatility 6M: |
|
1,213.92% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |